On the efficiency of estimators of a spectral density multivariate parameter (Q1897263)
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scientific article; zbMATH DE number 790351
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the efficiency of estimators of a spectral density multivariate parameter |
scientific article; zbMATH DE number 790351 |
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On the efficiency of estimators of a spectral density multivariate parameter (English)
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3 October 1996
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multivariate parameter
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spectral density
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stationary process
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Whittle estimator
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asymptotic efficiency
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maximum likelihood estimator
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0.92927074
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0.92534864
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0.9102437
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0.9090259
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0.8956703
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0.89218813
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